Covariance components estimation in the growth curve model
作者:
Ivan Žežula,
期刊:
Statistics
(Taylor Available online 1993)
卷期:
Volume 24,
issue 4
页码: 321-330
ISSN:0233-1888
年代: 1993
DOI:10.1080/02331888308802419
出版商: Gordon and Breach Science Publishers S. A.
关键词: Covariance components;multivariate linear model;growth curve model
数据来源: Taylor
摘要:
Summary. The general multivariate regression model with covariance components (the so called growth curve model) is studied in the paper. It is of the form Y = XBZ + [d], E[d] = 0, var(vec [d]) = W ® [d] =[d] We consider a parametric function [d]=[d]. There are derived conditions for unbiased and invariant estimation of parametric functions of the unknown parameters [d] and explicit formulas for locally best estimators under normality. The uniformly best estimator of the matrix W is also derived
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